Essays about: "dynamic ordinary least squares"

Showing result 1 - 5 of 9 essays containing the words dynamic ordinary least squares.

  1. 1. Data Driven Modeling for Aerodynamic Coefficients

    University essay from KTH/Matematisk statistik

    Author : Erik Jonsäll; Emma Mattsson; [2023]
    Keywords : Master s thesis; System identification; Parameter estimation; Ordinary least squares; Machine learning; Aerodynamic coefficients; F18--HARV; Flight simulations.; Masteruppsats; Systemidentifiering; Parameteruppskattning; Minstakvadratmetoden; Maskininlärning; Aerodynamiska koefficienter; F18-HARV; Flygsimuleringar.;

    Abstract : Accurately modeling aerodynamic forces and moments are crucial for understanding thebehavior of an aircraft when performing various maneuvers at different flight conditions.However, this task is challenging due to complex nonlinear dependencies on manydifferent parameters. READ MORE

  3. 2. Follow the Money : Determinants of Cap Rates in the Stockholm Office Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Henrik Saxton; [2022]
    Keywords : Real estate economics; macroeconomy; capitalization rate determinants; foreign investments; unconventional monetary policy; econometrics; dynamic ordinary least squares DOLS regression analysis; Fastighetsekonomi; makroekonomi; bestämningsfaktorer för direktavkastningskrav; utländska investeringar; okonventionell penningpolitik; dynamisk vanliga minstakvadratmetoden DOLS regressionsanalys;

    Abstract : Purpose – In recent decades the inflation- and interest rates have followed a long-termdeclining trend. Followed by central banks starting to use unconventional monetary policiesto cope with financial crises have led to increased amounts of liquidity in the financialsystems and available and looking for investment alternatives on the capital markets. READ MORE

  4. 3. Statistical quality assurance of IGUM : Statistical quality assurance and validation of IGUM in a steady and dynamic gas flow prior to proof of concept

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Elin Kornsäter; Dagmar Kallenberg; [2022]
    Keywords : Statistic; Bayesian hierarchical modelling; sinusoidal regression; ordinary least squares; hypothesis testing; analysis of variance;

    Abstract : To further support and optimise the production of diving tables for the Armed Forces of Sweden, a research team has developed a new machine called IGUM (Inert Gas UndersökningsMaskin) which aims to measure how inert gas is taken up and exhaled. Due to the new design of machine, the goal of this thesis was to statistically validate its accuracy and verify its reliability. READ MORE

  5. 4. Does Tourism Foster Economic Growth in Thailand?

    University essay from Högskolan i Jönköping/IHH, Nationalekonomi

    Author : Demiana Rezk; Kristen Rosario; [2019]
    Keywords : Tourism; Thailand; ASEAN; Economic Growth;

    Abstract : The attention drawn towards tourism can often be misconstrued and underestimated duly to the difficulty of composing a definition that can be straightforward. Tourism as a sector is becoming more prominent globally, influencing social and economic sectors upon nations and regions. READ MORE

  6. 5. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jerry Aaltonen; Bowen Li; [2019]
    Keywords : REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

    Abstract : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. READ MORE